Been thru this. Check the power and ground input pins at the PCM connector. Also make sure your bulb is good for the CEL on the dash. If you're gettting power and a good ground, and the bulb is good, figure on the PCM. Also, try this, with the ignition on, push your overdrive on/off switch. If the light above the switch does not light up, get yourself a PCM. Hope this helps, if you need pin callouts, go here for a manual posted on-line for a '93 ZJ.
Section 14 Page 70.
Not sure who posted this, but I found it when I was having the same issue. Also search for post's by me on this Forum and on Jeeps Unlimited Forum for more info from others that helped me out. Good Luck!
'95 ZJ Limited, 249, 5.2, 2" BB, 31x10.50-15 on Ravine's
'91 XJ Sport, 231, 4.0, 1.75" BB, 30x9.50-15 on Ravine's - SOLD :-(